3E3: Modelling Risk

http://mlpc-serv-www.eng.cam.ac.uk/teaching/y3/3E3index.htm

 

 

Course title:   3E3 Modelling Risk

Lecturer:         Dr Tarik Driouchi (td289@cam.ac.uk)

Supervisors:   Mr Omri Ross (O.Ross@statslab.cam.ac.uk), Dr Zied Ouertani (mzo21@cam.ac.uk), Dr Tarik Mouakil (t.mouakil@cerf.cam.ac.uk)

Classroom:      Engineering Department Lecture Room 1

Timing:            Michaelmas, 2008

Lecture time:   Thursday 4-6pm

Prerequisites:  Basic Probability Theory and Statistics

Structure:        16L

 

 

 

·       Syllabus

·       Lecture notes

·       Homework

·       Supervisions

·       Coursework

·       Exam

·       Important dates

·       Useful resources

 

 

 

Syllabus

 

The syllabus for 3E3 can be found from

http://www.eng.cam.ac.uk/teaching/courses/y3/3e3.html

 

 

Lecture notes

 

Lecture

Time

Notes

Lecture 1

 

 

Lecture 2

 

 

Lecture 3

 

 

Lecture 4

 

 

Lecture 5

 

Lecture 6

 

 

Lecture 7

 

 

Lecture 8

 

 

 

 

 

Homework

 

Homework for each lecture can be found from its corresponding lecture note. Recommended basic reading is specified at the beginning of the handout for each session. You are strongly encouraged to work on other questions and problems that can be found from the corresponding recommended basic reading.

 

 

Supervisions

 

Three supervisions take place in various weeks (weeks 2-3 for the first, weeks 5-6 for the second, and weeks 8-9 for the third). Your supervisor will contact you for supervision times and locations. Here are links to three supervisions: Supervision One;  Supervision Two; Supervision Three.

 

 

Coursework

 

Coursework paper is available after Lecture 5, Thursday 6 Nov 2008. The coursework is due on Monday 17th Nov, 2008. Deliver your coursework to Reception of the Judge Business School, 29 Trumpington Street by 5pm Monday 17th Nov 2008. Please collect your coursework back from 1st December 2008 at Reception of the Judge Business School, 29 Trumpington Street.

 

 

Exam

 

The exam takes place in <<>>. Further notices will be distributed in the usual way.

Past exam samples as well as cribs can be found from Part 2A Tripos Papers/Cribs (Check out G12 or 3E3).

 

 

Important dates

 

 

4-6pm, Thursdays

Lectures

Mondays

Distributions of homework

Weeks 3, 4, 6, 7, 8, 9

Supervisions

Thursday 6th Nov 2008

Coursework handed out

Monday 17th Nov 2008

Coursework submitted

Easter Term

Exam

 

  

Useful resources